A hybrid estimator for the linear measurement error model‎: ‎Computations and simulations

Document Type : Original Scientific Paper

Author

Department of Mathematics and Statistics‎, ‎Shoushtar Branch‎, ‎Islamic Azad University‎, ‎Shoushtar‎, ‎Iran

Abstract

In this paper‎, ‎a hybrid estimator is introduced by combining the mixed estimator and the Kibria-Lukman estimator for linear measurement error models in the presence of multicollinearity‎. ‎The asymptotic properties of the estimators are derived‎, ‎and their performance is evaluated with respect to the mean square error matrix criterion‎. ‎A simulation study is conducted to compare the performance of the proposed estimators with other available estimators under different sample sizes‎, ‎variances‎, ‎and degrees of multicollinearity‎. ‎Additionally‎, ‎a real-life dataset is analyzed to illustrate the findings of the paper.

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